Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-17 0.527146 0.592743 0.667589 0.760275 0.873350 1.008678 1.185828
2025-08-24 0.442053 0.520546 0.616765 0.746147 0.920128 1.153302 1.503507
2025-08-31 0.409399 0.500836 0.619929 0.792216 1.046071 1.427280 2.093012
2025-09-07 0.369055 0.463467 0.591768 0.787517 1.096783 1.606077 2.622173
2025-09-14 0.335022 0.429262 0.561625 0.772354 1.125149 1.754879 3.179385
2025-09-21 0.310276 0.404622 0.541073 0.766888 1.166106 1.937545 3.931734
2025-09-28 0.286925 0.379314 0.516033 0.749406 1.180894 2.073450 4.683985
2025-10-05 0.281401 0.379344 0.529164 0.796875 1.326922 2.550194 7.005188
2025-10-12 0.282282 0.388834 0.557985 0.876637 1.561819 3.384018 12.645305
2025-10-19 0.266138 0.370212 0.538271 0.862832 1.589348 3.668805 16.603547
2025-10-26 0.254335 0.357506 0.527183 0.863850 1.652021 4.109953 24.142195
2025-11-02 0.239320 0.338500 0.503410 0.836033 1.636680 4.275600 30.540420
2025-11-09 0.221144 0.314057 0.469652 0.786889 1.564749 4.227377 35.050409
2025-11-16 0.209277 0.299334 0.452071 0.769553 1.574641 4.533125 51.905998
2025-11-23 0.207264 0.300849 0.463799 0.816619 1.779323 5.953005 209.986262
2025-11-30 0.198660 0.290520 0.452634 0.811185 1.828855 6.684785 807.633185
2025-12-07 0.189552 0.278746 0.437749 0.795123 1.840790 7.234008 9712.835009
2025-12-14 0.182390 0.269928 0.427797 0.789320 1.885958 8.117568 NaN
2025-12-21 0.174427 0.259252 0.413431 0.771039 1.883292 8.665828 NaN
2025-12-28 0.174130 0.262124 0.425847 0.820560 2.147962 12.444815 NaN
2026-01-04 0.176613 0.270142 0.449409 0.903932 2.605688 22.223839 NaN
2026-01-11 0.170149 0.261301 0.437330 0.889483 2.631814 25.356255 NaN
2026-01-18 0.165416 0.255438 0.431098 0.890546 2.734918 31.872724 NaN